Jeju Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:129.64% (-13.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1197 | 3.80 | |
| 0.1799 | 9.36 | |
| 0.7990 | 42.43 | |
| 0.0322 | 0.76 | |
| -0.0247 | -0.37 | |
| -0.0966 | -1.63 | |
| 0.1412 | 2.40 | |
| -0.0046 | -0.09 | |
| -0.1428 | -2.70 | |
| 0.2652 | 4.41 | |
| -0.4365 | -4.41 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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